Option pricing and perfect hedging on correlated stocks (Q1414496): Difference between revisions
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Revision as of 20:20, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing and perfect hedging on correlated stocks |
scientific article |
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Option pricing and perfect hedging on correlated stocks (English)
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23 November 2003
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price-variation autocorrelations
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noise
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Ornstein-Uhlenbeck process
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